Back to search
2405.19256

Weak Generative Sampler to Efficiently Sample Invariant Distribution of Stochastic Differential Equation

Zhiqiang Cai, Yu Cao, Yuanfei Huang, Xiang Zhou

incompletemedium confidence
Category
Not specified
Journal tier
Strong Field
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper’s Theorem 3.1 inequalities and proof steps are essentially correct and align with the candidate solution, but both omit key analytical hypotheses needed to justify the existence/regularity of the auxiliary solution φθ to the Dirichlet problem L*φθ = pθ − p on a bounded hypercube: neither explicitly assumes uniform ellipticity (or an equivalent condition) that would yield an H2 (or classical) solution and make P′θ,r well-defined; the paper even states a questionable “C2,1_per(U)” regularity for a Dirichlet problem. Apart from these gaps, the two arguments are substantially the same: both use the Green identity to derive ∫U|pθ − p|2 = ∫UL*φθ pθ and then bound Eφ |Ex∼pθ L*φ| by (i) ||Lpθ||2 in an L2-ball and (ii) a coefficient-dependent constant C in an H2-ball, exactly as in Theorem 3.1 (eqs. (17)–(19)) and its proof lines (20)–(22) , using the adjoint identity and the definition of L* .

Referee report (LaTeX)

\textbf{Recommendation:} minor revisions

\textbf{Journal Tier:} strong field

\textbf{Justification:}

The paper’s error estimate cleanly connects a randomized weak loss to an L2 error in a way that can inform practice and stabilize training. The main arguments are short and persuasive, but the statement and proof currently gloss over standard elliptic assumptions needed to guarantee the existence/regularity of the auxiliary Dirichlet solution used in both parts of the theorem. Addressing these points and minor notational issues would make the result fully rigorous and clearer.